Stochastic Differential Equations with Multi-Markovian Switching
This paper is concerned with stochastic differential equations (SDEs) with multi-Markovian switching. The existence and uniqueness of solution are investigated, and the pth moment of the solution is estimated. The classical theory of SDEs with single Markovian switching is extended.
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| Główni autorzy: | , |
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| Format: | Artigo |
| Język: | Inglês |
| Wydane: |
Wiley
2013-01-01
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| Seria: | Journal of Applied Mathematics |
| Dostęp online: | http://dx.doi.org/10.1155/2013/357869 |
| Etykiety: |
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